有交易员押注美国2024年降息幅度高达250个基点

【有交易员押注美国2024年降息幅度高达250个基点】美国隔夜抵押融资利率(SOFR)期权市场至少一位交易员正在为明年美联储降息至多250基点部署仓位。如果美联储在明年9月之前将基准利率降至3%左右，那么这些押注将开始获得回报。押注的溢价约为1,300万美元。虽然这种押注很少有人认为会成功，但这种交易证明了SOFR衍生品交易活跃度的上升，因为SOFR衍生品与市场对未来央行政策的预期非常吻合。上周对冲基金将SOFR期货净多头头寸推高至纪录新高。交易员眼下肯定不考虑进一步加息，市场的共识是美联储会降息但降息幅度不超过250个基点。掉期数据显示投资者预计从1月会议到明年年底降息幅度约为95个基点。（环球市场播报）","multimedia":{"img_url":["https://n.sinaimg.cn/zhibo/798/w1047h551/20231128/6e41-44160316374e53df91928067f1360cdc.jpg"]},"commentid":"live:finance-152-3385235:0","compere_id":0,"creator":"yongsheng6@staff.sina.com.cn","mender":"yongsheng6@staff.sina.com.cn","create_time":"2023-11-28 08:40:18","update_time":"2023-11-28 08:40:23","is_need_check":"0","check_time":"1970-01-01 08:00:01","check_status":"1","check_user":"","is_delete":0,"top_value":0,"is_focus":0,"source_content_id":"0","anchor_image_url":"","anchor":"直播员","ext":"{"stocks":[],"needPush":false,"needAIPush":false,"needCMSLink":true,"needCalender":true,"needProvince":"0","docurl":"https:\/\/finance.sina.com.cn\/7x24\/2023-11-28\/doc-imzwcnqc3569179.shtml","docid":"mzwcnqc3569179"}","old_live_cid":"0","tab":"","is_repeat":"0","tag":[{"id":"5","name":"市场"},{"id":"102","name":"国际"},{"id":"202","name":"原创"}],"like_nums":0,"comment_list":{"list":[],"total":0,"thread_show":0,"qreply":0,"qreply_show":0,"show":0},"docurl":"https://finance.sina.cn/7x24/2023-11-28/detail-imzwcnqc3569179.d.html","rich_text_nick_to_url":[],"rich_text_nick_to_routeUri":[],"compere_info":""},{"id":3385234,"zhibo_id":152,"type":0,"rich_text":"路透调查：所有受调查的36位经济学家均表示，韩国央行将于11月30日将基准利率维持在3.50%不变，并将利率保持在该水平至2024年第二季度，第三季度将降息至3.25%（10月调查为第二季度降息）。